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Quote from bwolinsky:

S&P doing what? P60 doing what?

I'm a top 10 model this month. AGAIN!
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What happened to "Top C2 Vendor" and "never have a losing month"? Your Covestor model has never had a winning month. All you've proven is that you're a destroyer of (simulated) capital.

So when you lose, you conveniently benchmark. When you win you're a God? When do we get to see a WIN?
 
Quote from atticus:

What happened to "Top C2 Vendor" and "never have a losing month"? Your Covestor model has never had a winning month. All you've proven is that you're a destroyer of (simulated) capital.

So when you lose you benchmark? When you win you're a God? When do we get to see a WIN?
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There are winning months. You are a liar.

I have to stay out b/c wash sale rules are part of my discipline. One month was up the average profit of 1 of my pairs trades 8.62%.
 
Quote from atticus:

I see no high water marks in that chart.

And you, my dear, suck mightily at life.
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And you're a liar.

We used invalid assumptions with regard to the functionality of the trailing stop percents we relied on. The backtests showed that but more often than not trailing stops get hit almost immediately so there wasn't and couldn't possibly be as much run-up as the model showed.
 
Quote from bwolinsky:

There are winning months. You are a liar.

I have to stay out b/c wash sale rules are part of my discipline. One month was up the average profit of 1 of my pairs trades 8.62%.
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Quote from atticus:

The irony that is Beau's spelling prowess.

Yes, yes I would.

2ptw7rm.png
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Benchmarking a "market timing" model to the SPX. One hand clapping.
 
Quote from bwolinsky:

A triple leveraged model?
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Triple? There is no mention of trade-size there. The fact that you (poorly) employ "ultra" ETFs says absolutely nothing of your leverage ratio.

It's a market-timer, right? I assume you're attempting to add alpha and not volatility/var. The peaks and troughs *should* exhibit some symmetry. So your goal is to suck on declines and suck worse on rallies?

That's nish!
 
Quote from bwolinsky:

And you're a liar.

We used invalid assumptions with regard to the functionality of the trailing stop percents we relied on. The backtests showed that but more often than not trailing stops get hit almost immediately so there wasn't and couldn't possibly be as much run-up as the model showed.
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Cool story, Bro.
 
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